Local Variance Estimation for Uncensored and Censored Observations
Paola Gloria Ferrario develops and investigates several methods of nonparametric local variance estimation. The first two methods use regression estimations (plug-in), achieving least squares estimates as well as local averaging estimates (partitioning or kernel type). Furthermore, the author uses a...
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| Format: | Electronic |
| Language: | English |
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Wiesbaden :
Springer Fachmedien Wiesbaden : Imprint: Springer Vieweg,
2013.
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| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-658-02314-0 |